It gets even more interesting. The actual title seems to be down to a Time sub. Time took it from an article at People.com, which had the even weirder title 'Katy Perry: I'm Nervous for the Super Bowl!'. People in turn got it from ESPN, where she actually says "I don't get nervous about much, but I'll definitely be a little tingly inside that day."

If you Google "is nervous to", there are quite a few hits in US media:

"Shanine is nervous to take pregnancy test", AOL and Oprah.com"Kate Middleton is nervous to give birth", US Magazine

As she was talking of a specific action which she had the intention of doing, I'd go with Jayles and say 'nervous about'. I think I'd use ' nervous of' for more general situations, such as this from the BNC:'She had found, since her return to the house, that she was horribly nervous of being alone in it at night.'

Incidentally, judging from the main corpus of contemporary American English, COCA, Americans vey rarely use 'nervous of'. It seems to be a British thing.

Both "nervous of" and "nervous about" are common in British English, and both are given at Oxford Dictionaries Online:

"he’s nervous of speaking in public"

"The days are gone when I am going to get nervous about games or worry about whether or not I play well"

This is from a grammar forum:

"Both prepositions are correct. A dictionary search suggests that "nervous about" is more common in the U.S. and that "nervous of" is more common in the U.K., although the two expressions show up in citations on Google from both major linguistic communities."

At the British National Corpus, they're fairly evenly distributed, 113 hits for "about" and 78 for "of". At COCA (the Corpus of Contemporary American English) , on the other hand, "of" gets only six, compared with over a thousand for "about". (from a brief discussion at Stack Exchange - see below)

To me there is a slight difference, in that I think I'd use "nervous of" about things in general, and "nervous about" for more specific events: "He's nervous of flying at the best of times, but he's particularly nervous about tomorrow's flight". But the Oxford examples don't really seem to make this distinction.

@John Thiesmeyer - I'm not quite sure whether you're saying "nervous of" can never be used in "good English", but if that's what you mean, I disagree:

"The prodigal son was evidently nervous of visiting the parental abode" Charles Dickens - Dombey and Son (narrative not dialogue)

"He did the round of the house every night, for he was nervous of fire. It is the only thing that I have ever known him nervous of." Sir Arthur Conan Doyle - The Valley of Fear